eprintid: 3428
rev_number: 6
eprint_status: archive
userid: 1
dir: disk0/00/00/34/28
datestamp: 2021-02-09 13:00:18
lastmod: 2021-02-09 13:00:18
status_changed: 2021-02-09 13:00:18
type: thesis
metadata_visibility: show
sword_depositor: 1
creators_name: Nijboer, W.
creators_id: S3480968
creators_email: wesseln555@gmail.com
title: Risk of retail real estate during the Covid-19 pandemic
ispublished: unpub
full_text_status: public
abstract: This research investigates the risk of retail Real Estate Investment Trusts (REITs) during the 2020 Covid-19 pandemic. It computes daily beta values for fifteen retail REITs, all from different countries, and relates these to strictness of Covid-19 policy of the same fifteen countries. Covid-19 policy strictness is proxied by daily Stringency Index values, computed by researchers at the University of Oxford. A descriptive analysis of daily retail REIT beta values and simple linear regression models is performed. The results indicate that investment risk of retail REITs rises during the Covid-19 pandemic and that investment risk of retail REITs is positively related to strictness of Covid-19 measures. The findings of this study can have implications for investors of retail REITs.
date: 2021
pages: 25
thesis_type: bachelor
degree_programme: TP
tutors_name: Daams, M.N.
tutors_organization: Fac. Ruimtelijke wetenschappen, Basiseenheid Economische Geografie
tutors_email: M.N.Daams@rug.nl
security: validuser
keywords_local: Risk
keywords_local: Retail Real Estate
keywords_local: REITs
keywords_local: Covid-19
language_iso: en
agreed_repository: yes
date_issued: 2021-02-08
citation:   Nijboer, W.  (2021) Risk of retail real estate during the Covid-19 pandemic.  Bachelor thesis.   
document_url: https://frw.studenttheses.ub.rug.nl/3428/1/BSc%20thesis%20-%20Wessel%20Nijboer.pdf